+485.9%
APH vs TE
-75.9%
+561.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.8% |
| 7D | -5.9% | -12.6% | +6.7% | -4.8% |
| 30D | -14.8% | -36.7% | +21.9% | -11.5% |
| 3M | -12.4% | -57.5% | +45.1% | -6.3% |
| 6M | +8.1% | -55.2% | +63.3% | +13.3% |
| YTD | +10.9% | -64.7% | +75.6% | +17.0% |
| 1Y | +8.8% | -35.9% | +44.6% | +8.6% |
| 3Y | +262.1% | -31.8% | +293.9% | +227.0% |
| 5Y | +283.1% | -79.4% | +362.6% | +277.9% |
| All | +485.9% | -75.9% | +561.7% | +461.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling